PCA Index Dashboard Examples

This script was last run at 2024-03-22 13:44:25.498636+00:00 (UTC)
In US/Central Time, this is 2024-03-22 08:44:25.498636-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897059	-0.474845	0.086109	-0.008619	0.545322	0.254531
1997-01-03	-0.885349	-0.474845	-0.155694	0.006891	0.744905	0.205368
1997-01-06	-0.881446	-0.474845	-0.064266	-0.016374	0.777783	0.269317
1997-01-07	-0.881446	-0.454023	-0.129228	-0.047394	0.837411	0.382943
1997-01-08	-0.893156	-0.454023	-0.022161	-0.086169	0.785445	0.496177
...	...	...	...	...	...	...
2024-03-15	-0.858028	-1.495106	-0.723509	1.689736	0.831642	0.578849
2024-03-18	-0.869737	-1.474284	-0.733133	1.650961	0.714350	0.682726
2024-03-19	-0.881446	-1.463873	-0.794486	1.658716	0.738926	0.558629
2024-03-20	-0.865834	-1.401408	-0.888320	1.720756	0.828097	0.465853
2024-03-21	-0.865834	-1.432641	-0.902756	1.720756	0.821793	0.465853

7192 rows × 6 columns

../_images/1504606a89a443ad8f068492a38ba141d87fea0c44bd935aa91559ab44c0412f.png

pc1

DATE
1997-01-02   -0.577620
1997-01-03   -0.683756
1997-01-06   -0.666662
1997-01-07   -0.703031
1997-01-08   -0.672701
                ...   
2024-03-15   -1.581542
2024-03-18   -1.564717
2024-03-19   -1.572425
2024-03-20   -1.596569
2024-03-21   -1.608104
Name: PC1, Length: 7192, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

../_images/bbed2314f1333194d242497d7a959cffaeb2a8015948ce30baab7a1fdf2ab170.png

fig = px.line(pc1)
fig.show()

../_images/52c049d31bfc90c32c63d88acd05259ba8b08426a71cdaaef0dfca4eaffa66aa.png

PCA Index Dashboard Examples#